2018

Monge-Amp\`ere Flow for Generative Modeling

Zhang, Linfeng, E, Weinan, Wang, Lei

Understand

We present a deep generative model, named Monge-Amp\`ere flow, which builds on continuous-time gradient flow arising from the Monge-Amp\`ere equation in optimal transport theory.

  • The generative map from the latent space to the data space follows a dynamical system, where a learnable potential function guides a compressible fluid to flow towards the target density distribution.
  • Training of the model amounts to solving an optimal control problem.
  • The Monge-Amp\`ere flow has tractable likelihoods and supports efficient sampling and inference.

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